Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Publication
, Journal Article
Zhou, H; Bollerslev, T; Gibson, MS
2005
Duke Scholars
Publication Date
2005
Citation
APA
Chicago
ICMJE
MLA
NLM
Zhou, H., Bollerslev, T., & Gibson, M. S. (2005). Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities.
Zhou, Hao, Tim Bollerslev, and Michael S. Gibson. “Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities,” 2005.
Zhou H, Bollerslev T, Gibson MS. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. 2005;
Zhou H, Bollerslev T, Gibson MS. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. 2005;
Publication Date
2005